Re: st: pseudo R2 with multiple imputed data

--- On Fri, 1/10/10, gresch@wzb.eu wrote:
> I am using -mim- to run some logistic regression models
> with multiple imputed datafiles (using the cluster-option
> since I have multilevel-data). I would like to compute
> any of the pseudo R2s to illustrate differences between
> some models. Does anybody of you know, how to get that?
>
> Up to now there is no output of the pseudo R2 by using
> mim. As I read, for the regular R2 of a linear regression
> I cannot just compute the mean value (Rubins Rule) due to
> the distribution of R2. Here I need to fishers-z-transform
> the different R2s first. So I guess there are similar
> problems and maybe also solutions for the pseudo R2?
My impressison is that pseudo-R2s are just rather approximate
rule of thumb values, so I doubt whether anyone had a good
look at the sampling distribution of these statistics. As long
as you do not take those statistics too seriously I guess you'll
be fine by averaging them or some transformation.
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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